+813.6%
SLB vs KMB
+1,925.1%
-1,111.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.5% | -5.3% | -4.1% |
| 7D | -7.7% | +0.4% | -8.1% | -7.9% |
| 30D | -0.7% | +14.1% | -14.9% | -4.6% |
| 3M | 0.0% | -0.5% | +0.5% | -0.3% |
| 6M | -10.4% | +16.6% | -27.0% | -15.0% |
| YTD | +31.5% | +13.7% | +17.8% | +25.4% |
| 1Y | +39.1% | +16.1% | +23.1% | +31.9% |
| 3Y | -5.7% | +4.7% | -10.4% | -9.7% |
| 5Y | +65.4% | +1.5% | +63.9% | +57.4% |
| 10Y | -15.6% | +40.5% | -56.1% | -29.4% |
| All | +813.6% | +1,925.1% | -1,111.5% | +255.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded KMB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling